lusid-sdk 1.1.131__py3-none-any.whl → 2.1.683__py3-none-any.whl

lusid/models/cds_index.py

@@ -5,395 +5,136 @@
 
     FINBOURNE Technology  # noqa: E501
 
-    The version of the OpenAPI document: 1.1.131
     Contact: info@finbourne.com
-    Generated by: https://openapi-generator.tech
+    Generated by OpenAPI Generator (https://openapi-generator.tech)
+
+    Do not edit the class manually.
 """
 
 
-try:
-    from inspect import getfullargspec
-except ImportError:
-    from inspect import getargspec as getfullargspec
+from __future__ import annotations
 import pprint
 import re  # noqa: F401
-import six
-
-from lusid.configuration import Configuration
-
-
-class CdsIndex(object):
-    """NOTE: This class is auto generated by OpenAPI Generator.
-    Ref: https://openapi-generator.tech
-
-    Do not edit the class manually.
-    """
-
+import json
+
+from datetime import datetime
+from typing import Any, Dict, List, Optional, Union
+from pydantic.v1 import Field, StrictFloat, StrictInt, StrictStr, conlist, validator
+from lusid.models.additional_payment import AdditionalPayment
+from lusid.models.basket import Basket
+from lusid.models.cds_flow_conventions import CdsFlowConventions
+from lusid.models.flow_convention_name import FlowConventionName
+from lusid.models.lusid_instrument import LusidInstrument
+
+class CdsIndex(LusidInstrument):
     """
-    Attributes:
-      openapi_types (dict): The key is attribute name
-                            and the value is attribute type.
-      attribute_map (dict): The key is attribute name
-                            and the value is json key in definition.
-      required_map (dict): The key is attribute name
-                           and the value is whether it is 'required' or 'optional'.
+    LUSID representation of a Credit Default Swap Index (CDX).                This instrument has multiple legs, to see how legs are used in LUSID see [knowledge base article KA-02252](https://support.lusid.com/knowledgebase/article/KA-02252).                | Leg Index | Leg Identifier | Description |  | --------- | -------------- | ----------- |  | 1 | ProtectionLeg | Payments made by the protection seller in the case of default across all CDS instruments in the index. |  | 2 | PremiumLeg | The premium payments made by the protection buyer across all CDS instruments in the index. |  | 3 | AdditionalPayments | Cash flows relating to any additional payments (optional). |  # noqa: E501
     """
-    openapi_types = {
-        'start_date': 'datetime',
-        'maturity_date': 'datetime',
-        'flow_conventions': 'CdsFlowConventions',
-        'coupon_rate': 'float',
-        'identifiers': 'dict(str, str)',
-        'basket': 'Basket',
-        'convention_name': 'FlowConventionName',
-        'notional': 'float',
-        'instrument_type': 'str'
-    }
-
-    attribute_map = {
-        'start_date': 'startDate',
-        'maturity_date': 'maturityDate',
-        'flow_conventions': 'flowConventions',
-        'coupon_rate': 'couponRate',
-        'identifiers': 'identifiers',
-        'basket': 'basket',
-        'convention_name': 'conventionName',
-        'notional': 'notional',
-        'instrument_type': 'instrumentType'
-    }
-
-    required_map = {
-        'start_date': 'required',
-        'maturity_date': 'required',
-        'flow_conventions': 'optional',
-        'coupon_rate': 'required',
-        'identifiers': 'required',
-        'basket': 'optional',
-        'convention_name': 'optional',
-        'notional': 'required',
-        'instrument_type': 'required'
-    }
-
-    def __init__(self, start_date=None, maturity_date=None, flow_conventions=None, coupon_rate=None, identifiers=None, basket=None, convention_name=None, notional=None, instrument_type=None, local_vars_configuration=None):  # noqa: E501
-        """CdsIndex - a model defined in OpenAPI"
-        
-        :param start_date:  The start date of the instrument. This is normally synonymous with the trade-date. (required)
-        :type start_date: datetime
-        :param maturity_date:  The final maturity date of the instrument. This means the last date on which the instruments makes a payment of any amount.  For the avoidance of doubt, that is not necessarily prior to its last sensitivity date for the purposes of risk; e.g. instruments such as  Constant Maturity Swaps (CMS) often have sensitivities to rates that may well be observed or set prior to the maturity date, but refer to a termination date beyond it. (required)
-        :type maturity_date: datetime
-        :param flow_conventions: 
-        :type flow_conventions: lusid.CdsFlowConventions
-        :param coupon_rate:  The coupon rate paid on each payment date of the premium leg as a fraction of 100 percent, e.g. \"0.05\" meaning 500 basis points or 5%.  For a standard corporate CDS (North American) this must be either 100bps or 500bps. (required)
-        :type coupon_rate: float
-        :param identifiers:  External market codes and identifiers for the cds index, e.g. a RED code, BBG ID or ICE code. (required)
-        :type identifiers: dict(str, str)
-        :param basket: 
-        :type basket: lusid.Basket
-        :param convention_name: 
-        :type convention_name: lusid.FlowConventionName
-        :param notional:  The notional quantity that applies to both the premium and protection legs. (required)
-        :type notional: float
-        :param instrument_type:  The available values are: QuotedSecurity, InterestRateSwap, FxForward, Future, ExoticInstrument, FxOption, CreditDefaultSwap, InterestRateSwaption, Bond, EquityOption, FixedLeg, FloatingLeg, BespokeCashFlowsLeg, Unknown, TermDeposit, ContractForDifference, EquitySwap, CashPerpetual, CapFloor, CashSettled, CdsIndex, Basket, FundingLeg, FxSwap, ForwardRateAgreement, SimpleInstrument, Repo, Equity, ExchangeTradedOption, ReferenceInstrument, ComplexBond, InflationLinkedBond, InflationSwap, SimpleCashFlowLoan, TotalReturnSwap, InflationLeg, FundShareClass, FlexibleLoan (required)
-        :type instrument_type: str
-
-        """  # noqa: E501
-        if local_vars_configuration is None:
-            local_vars_configuration = Configuration.get_default_copy()
-        self.local_vars_configuration = local_vars_configuration
-
-        self._start_date = None
-        self._maturity_date = None
-        self._flow_conventions = None
-        self._coupon_rate = None
-        self._identifiers = None
-        self._basket = None
-        self._convention_name = None
-        self._notional = None
-        self._instrument_type = None
-        self.discriminator = None
-
-        self.start_date = start_date
-        self.maturity_date = maturity_date
-        if flow_conventions is not None:
-            self.flow_conventions = flow_conventions
-        self.coupon_rate = coupon_rate
-        self.identifiers = identifiers
-        if basket is not None:
-            self.basket = basket
-        if convention_name is not None:
-            self.convention_name = convention_name
-        self.notional = notional
-        self.instrument_type = instrument_type
-
-    @property
-    def start_date(self):
-        """Gets the start_date of this CdsIndex.  # noqa: E501
-
-        The start date of the instrument. This is normally synonymous with the trade-date.  # noqa: E501
-
-        :return: The start_date of this CdsIndex.  # noqa: E501
-        :rtype: datetime
-        """
-        return self._start_date
-
-    @start_date.setter
-    def start_date(self, start_date):
-        """Sets the start_date of this CdsIndex.
-
-        The start date of the instrument. This is normally synonymous with the trade-date.  # noqa: E501
-
-        :param start_date: The start_date of this CdsIndex.  # noqa: E501
-        :type start_date: datetime
-        """
-        if self.local_vars_configuration.client_side_validation and start_date is None:  # noqa: E501
-            raise ValueError("Invalid value for `start_date`, must not be `None`")  # noqa: E501
-
-        self._start_date = start_date
-
-    @property
-    def maturity_date(self):
-        """Gets the maturity_date of this CdsIndex.  # noqa: E501
-
-        The final maturity date of the instrument. This means the last date on which the instruments makes a payment of any amount.  For the avoidance of doubt, that is not necessarily prior to its last sensitivity date for the purposes of risk; e.g. instruments such as  Constant Maturity Swaps (CMS) often have sensitivities to rates that may well be observed or set prior to the maturity date, but refer to a termination date beyond it.  # noqa: E501
-
-        :return: The maturity_date of this CdsIndex.  # noqa: E501
-        :rtype: datetime
-        """
-        return self._maturity_date
-
-    @maturity_date.setter
-    def maturity_date(self, maturity_date):
-        """Sets the maturity_date of this CdsIndex.
-
-        The final maturity date of the instrument. This means the last date on which the instruments makes a payment of any amount.  For the avoidance of doubt, that is not necessarily prior to its last sensitivity date for the purposes of risk; e.g. instruments such as  Constant Maturity Swaps (CMS) often have sensitivities to rates that may well be observed or set prior to the maturity date, but refer to a termination date beyond it.  # noqa: E501
-
-        :param maturity_date: The maturity_date of this CdsIndex.  # noqa: E501
-        :type maturity_date: datetime
-        """
-        if self.local_vars_configuration.client_side_validation and maturity_date is None:  # noqa: E501
-            raise ValueError("Invalid value for `maturity_date`, must not be `None`")  # noqa: E501
-
-        self._maturity_date = maturity_date
-
-    @property
-    def flow_conventions(self):
-        """Gets the flow_conventions of this CdsIndex.  # noqa: E501
-
-
-        :return: The flow_conventions of this CdsIndex.  # noqa: E501
-        :rtype: lusid.CdsFlowConventions
-        """
-        return self._flow_conventions
-
-    @flow_conventions.setter
-    def flow_conventions(self, flow_conventions):
-        """Sets the flow_conventions of this CdsIndex.
-
-
-        :param flow_conventions: The flow_conventions of this CdsIndex.  # noqa: E501
-        :type flow_conventions: lusid.CdsFlowConventions
-        """
-
-        self._flow_conventions = flow_conventions
-
-    @property
-    def coupon_rate(self):
-        """Gets the coupon_rate of this CdsIndex.  # noqa: E501
-
-        The coupon rate paid on each payment date of the premium leg as a fraction of 100 percent, e.g. \"0.05\" meaning 500 basis points or 5%.  For a standard corporate CDS (North American) this must be either 100bps or 500bps.  # noqa: E501
-
-        :return: The coupon_rate of this CdsIndex.  # noqa: E501
-        :rtype: float
-        """
-        return self._coupon_rate
-
-    @coupon_rate.setter
-    def coupon_rate(self, coupon_rate):
-        """Sets the coupon_rate of this CdsIndex.
-
-        The coupon rate paid on each payment date of the premium leg as a fraction of 100 percent, e.g. \"0.05\" meaning 500 basis points or 5%.  For a standard corporate CDS (North American) this must be either 100bps or 500bps.  # noqa: E501
-
-        :param coupon_rate: The coupon_rate of this CdsIndex.  # noqa: E501
-        :type coupon_rate: float
-        """
-        if self.local_vars_configuration.client_side_validation and coupon_rate is None:  # noqa: E501
-            raise ValueError("Invalid value for `coupon_rate`, must not be `None`")  # noqa: E501
-
-        self._coupon_rate = coupon_rate
-
-    @property
-    def identifiers(self):
-        """Gets the identifiers of this CdsIndex.  # noqa: E501
-
-        External market codes and identifiers for the cds index, e.g. a RED code, BBG ID or ICE code.  # noqa: E501
-
-        :return: The identifiers of this CdsIndex.  # noqa: E501
-        :rtype: dict(str, str)
-        """
-        return self._identifiers
-
-    @identifiers.setter
-    def identifiers(self, identifiers):
-        """Sets the identifiers of this CdsIndex.
-
-        External market codes and identifiers for the cds index, e.g. a RED code, BBG ID or ICE code.  # noqa: E501
-
-        :param identifiers: The identifiers of this CdsIndex.  # noqa: E501
-        :type identifiers: dict(str, str)
-        """
-        if self.local_vars_configuration.client_side_validation and identifiers is None:  # noqa: E501
-            raise ValueError("Invalid value for `identifiers`, must not be `None`")  # noqa: E501
-
-        self._identifiers = identifiers
-
-    @property
-    def basket(self):
-        """Gets the basket of this CdsIndex.  # noqa: E501
-
-
-        :return: The basket of this CdsIndex.  # noqa: E501
-        :rtype: lusid.Basket
-        """
-        return self._basket
-
-    @basket.setter
-    def basket(self, basket):
-        """Sets the basket of this CdsIndex.
-
-
-        :param basket: The basket of this CdsIndex.  # noqa: E501
-        :type basket: lusid.Basket
-        """
-
-        self._basket = basket
-
-    @property
-    def convention_name(self):
-        """Gets the convention_name of this CdsIndex.  # noqa: E501
-
-
-        :return: The convention_name of this CdsIndex.  # noqa: E501
-        :rtype: lusid.FlowConventionName
-        """
-        return self._convention_name
-
-    @convention_name.setter
-    def convention_name(self, convention_name):
-        """Sets the convention_name of this CdsIndex.
-
-
-        :param convention_name: The convention_name of this CdsIndex.  # noqa: E501
-        :type convention_name: lusid.FlowConventionName
-        """
-
-        self._convention_name = convention_name
-
-    @property
-    def notional(self):
-        """Gets the notional of this CdsIndex.  # noqa: E501
-
-        The notional quantity that applies to both the premium and protection legs.  # noqa: E501
-
-        :return: The notional of this CdsIndex.  # noqa: E501
-        :rtype: float
-        """
-        return self._notional
-
-    @notional.setter
-    def notional(self, notional):
-        """Sets the notional of this CdsIndex.
-
-        The notional quantity that applies to both the premium and protection legs.  # noqa: E501
-
-        :param notional: The notional of this CdsIndex.  # noqa: E501
-        :type notional: float
-        """
-        if self.local_vars_configuration.client_side_validation and notional is None:  # noqa: E501
-            raise ValueError("Invalid value for `notional`, must not be `None`")  # noqa: E501
-
-        self._notional = notional
-
-    @property
-    def instrument_type(self):
-        """Gets the instrument_type of this CdsIndex.  # noqa: E501
-
-        The available values are: QuotedSecurity, InterestRateSwap, FxForward, Future, ExoticInstrument, FxOption, CreditDefaultSwap, InterestRateSwaption, Bond, EquityOption, FixedLeg, FloatingLeg, BespokeCashFlowsLeg, Unknown, TermDeposit, ContractForDifference, EquitySwap, CashPerpetual, CapFloor, CashSettled, CdsIndex, Basket, FundingLeg, FxSwap, ForwardRateAgreement, SimpleInstrument, Repo, Equity, ExchangeTradedOption, ReferenceInstrument, ComplexBond, InflationLinkedBond, InflationSwap, SimpleCashFlowLoan, TotalReturnSwap, InflationLeg, FundShareClass, FlexibleLoan  # noqa: E501
-
-        :return: The instrument_type of this CdsIndex.  # noqa: E501
-        :rtype: str
-        """
-        return self._instrument_type
-
-    @instrument_type.setter
-    def instrument_type(self, instrument_type):
-        """Sets the instrument_type of this CdsIndex.
-
-        The available values are: QuotedSecurity, InterestRateSwap, FxForward, Future, ExoticInstrument, FxOption, CreditDefaultSwap, InterestRateSwaption, Bond, EquityOption, FixedLeg, FloatingLeg, BespokeCashFlowsLeg, Unknown, TermDeposit, ContractForDifference, EquitySwap, CashPerpetual, CapFloor, CashSettled, CdsIndex, Basket, FundingLeg, FxSwap, ForwardRateAgreement, SimpleInstrument, Repo, Equity, ExchangeTradedOption, ReferenceInstrument, ComplexBond, InflationLinkedBond, InflationSwap, SimpleCashFlowLoan, TotalReturnSwap, InflationLeg, FundShareClass, FlexibleLoan  # noqa: E501
-
-        :param instrument_type: The instrument_type of this CdsIndex.  # noqa: E501
-        :type instrument_type: str
-        """
-        if self.local_vars_configuration.client_side_validation and instrument_type is None:  # noqa: E501
-            raise ValueError("Invalid value for `instrument_type`, must not be `None`")  # noqa: E501
-        allowed_values = ["QuotedSecurity", "InterestRateSwap", "FxForward", "Future", "ExoticInstrument", "FxOption", "CreditDefaultSwap", "InterestRateSwaption", "Bond", "EquityOption", "FixedLeg", "FloatingLeg", "BespokeCashFlowsLeg", "Unknown", "TermDeposit", "ContractForDifference", "EquitySwap", "CashPerpetual", "CapFloor", "CashSettled", "CdsIndex", "Basket", "FundingLeg", "FxSwap", "ForwardRateAgreement", "SimpleInstrument", "Repo", "Equity", "ExchangeTradedOption", "ReferenceInstrument", "ComplexBond", "InflationLinkedBond", "InflationSwap", "SimpleCashFlowLoan", "TotalReturnSwap", "InflationLeg", "FundShareClass", "FlexibleLoan"]  # noqa: E501
-        if self.local_vars_configuration.client_side_validation and instrument_type not in allowed_values:  # noqa: E501
-            raise ValueError(
-                "Invalid value for `instrument_type` ({0}), must be one of {1}"  # noqa: E501
-                .format(instrument_type, allowed_values)
-            )
-
-        self._instrument_type = instrument_type
-
-    def to_dict(self, serialize=False):
-        """Returns the model properties as a dict"""
-        result = {}
-
-        def convert(x):
-            if hasattr(x, "to_dict"):
-                args = getfullargspec(x.to_dict).args
-                if len(args) == 1:
-                    return x.to_dict()
-                else:
-                    return x.to_dict(serialize)
-            else:
-                return x
-
-        for attr, _ in six.iteritems(self.openapi_types):
-            value = getattr(self, attr)
-            attr = self.attribute_map.get(attr, attr) if serialize else attr
-            if isinstance(value, list):
-                result[attr] = list(map(
-                    lambda x: convert(x),
-                    value
-                ))
-            elif isinstance(value, dict):
-                result[attr] = dict(map(
-                    lambda item: (item[0], convert(item[1])),
-                    value.items()
-                ))
-            else:
-                result[attr] = convert(value)
-
-        return result
-
-    def to_str(self):
-        """Returns the string representation of the model"""
-        return pprint.pformat(self.to_dict())
+    start_date: datetime = Field(..., alias="startDate", description="The start date of the instrument. This is normally synonymous with the trade-date.")
+    maturity_date: datetime = Field(..., alias="maturityDate", description="The final maturity date of the instrument. This means the last date on which the instruments makes a payment of any amount.  For the avoidance of doubt, that is not necessarily prior to its last sensitivity date for the purposes of risk; e.g. instruments such as  Constant Maturity Swaps (CMS) often have sensitivities to rates that may well be observed or set prior to the maturity date, but refer to a termination date beyond it.")
+    flow_conventions: Optional[CdsFlowConventions] = Field(None, alias="flowConventions")
+    coupon_rate: Union[StrictFloat, StrictInt] = Field(..., alias="couponRate", description="The coupon rate paid on each payment date of the premium leg as a fraction of 100 percent, e.g. \"0.05\" meaning 500 basis points or 5%.  For a standard corporate CDS (North American) this must be either 100bps or 500bps.")
+    identifiers: Dict[str, StrictStr] = Field(..., description="External market codes and identifiers for the cds index, e.g. a RED code, BBG ID or ICE code.")
+    basket: Optional[Basket] = None
+    convention_name: Optional[FlowConventionName] = Field(None, alias="conventionName")
+    notional: Union[StrictFloat, StrictInt] = Field(..., description="The notional quantity that applies to both the premium and protection legs.")
+    additional_payments: Optional[conlist(AdditionalPayment)] = Field(None, alias="additionalPayments", description="Optional additional payments at a given date e.g. to level off an uneven swap.  The dates must be distinct and either all payments are Pay or all payments are Receive.")
+    instrument_type: StrictStr = Field(..., alias="instrumentType", description="The available values are: QuotedSecurity, InterestRateSwap, FxForward, Future, ExoticInstrument, FxOption, CreditDefaultSwap, InterestRateSwaption, Bond, EquityOption, FixedLeg, FloatingLeg, BespokeCashFlowsLeg, Unknown, TermDeposit, ContractForDifference, EquitySwap, CashPerpetual, CapFloor, CashSettled, CdsIndex, Basket, FundingLeg, FxSwap, ForwardRateAgreement, SimpleInstrument, Repo, Equity, ExchangeTradedOption, ReferenceInstrument, ComplexBond, InflationLinkedBond, InflationSwap, SimpleCashFlowLoan, TotalReturnSwap, InflationLeg, FundShareClass, FlexibleLoan, UnsettledCash, Cash, MasteredInstrument, LoanFacility, FlexibleDeposit")
+    additional_properties: Dict[str, Any] = {}
+    __properties = ["instrumentType", "startDate", "maturityDate", "flowConventions", "couponRate", "identifiers", "basket", "conventionName", "notional", "additionalPayments"]
+
+    @validator('instrument_type')
+    def instrument_type_validate_enum(cls, value):
+        """Validates the enum"""
+        if value not in ('QuotedSecurity', 'InterestRateSwap', 'FxForward', 'Future', 'ExoticInstrument', 'FxOption', 'CreditDefaultSwap', 'InterestRateSwaption', 'Bond', 'EquityOption', 'FixedLeg', 'FloatingLeg', 'BespokeCashFlowsLeg', 'Unknown', 'TermDeposit', 'ContractForDifference', 'EquitySwap', 'CashPerpetual', 'CapFloor', 'CashSettled', 'CdsIndex', 'Basket', 'FundingLeg', 'FxSwap', 'ForwardRateAgreement', 'SimpleInstrument', 'Repo', 'Equity', 'ExchangeTradedOption', 'ReferenceInstrument', 'ComplexBond', 'InflationLinkedBond', 'InflationSwap', 'SimpleCashFlowLoan', 'TotalReturnSwap', 'InflationLeg', 'FundShareClass', 'FlexibleLoan', 'UnsettledCash', 'Cash', 'MasteredInstrument', 'LoanFacility', 'FlexibleDeposit'):
+            raise ValueError("must be one of enum values ('QuotedSecurity', 'InterestRateSwap', 'FxForward', 'Future', 'ExoticInstrument', 'FxOption', 'CreditDefaultSwap', 'InterestRateSwaption', 'Bond', 'EquityOption', 'FixedLeg', 'FloatingLeg', 'BespokeCashFlowsLeg', 'Unknown', 'TermDeposit', 'ContractForDifference', 'EquitySwap', 'CashPerpetual', 'CapFloor', 'CashSettled', 'CdsIndex', 'Basket', 'FundingLeg', 'FxSwap', 'ForwardRateAgreement', 'SimpleInstrument', 'Repo', 'Equity', 'ExchangeTradedOption', 'ReferenceInstrument', 'ComplexBond', 'InflationLinkedBond', 'InflationSwap', 'SimpleCashFlowLoan', 'TotalReturnSwap', 'InflationLeg', 'FundShareClass', 'FlexibleLoan', 'UnsettledCash', 'Cash', 'MasteredInstrument', 'LoanFacility', 'FlexibleDeposit')")
+        return value
+
+    class Config:
+        """Pydantic configuration"""
+        allow_population_by_field_name = True
+        validate_assignment = True
+
+    def __str__(self):
+        """For `print` and `pprint`"""
+        return pprint.pformat(self.dict(by_alias=False))
 
     def __repr__(self):
         """For `print` and `pprint`"""
         return self.to_str()
 
-    def __eq__(self, other):
-        """Returns true if both objects are equal"""
-        if not isinstance(other, CdsIndex):
-            return False
-
-        return self.to_dict() == other.to_dict()
-
-    def __ne__(self, other):
-        """Returns true if both objects are not equal"""
-        if not isinstance(other, CdsIndex):
-            return True
-
-        return self.to_dict() != other.to_dict()
+    def to_str(self) -> str:
+        """Returns the string representation of the model using alias"""
+        return pprint.pformat(self.dict(by_alias=True))
+
+    def to_json(self) -> str:
+        """Returns the JSON representation of the model using alias"""
+        return json.dumps(self.to_dict())
+
+    @classmethod
+    def from_json(cls, json_str: str) -> CdsIndex:
+        """Create an instance of CdsIndex from a JSON string"""
+        return cls.from_dict(json.loads(json_str))
+
+    def to_dict(self):
+        """Returns the dictionary representation of the model using alias"""
+        _dict = self.dict(by_alias=True,
+                          exclude={
+                            "additional_properties"
+                          },
+                          exclude_none=True)
+        # override the default output from pydantic by calling `to_dict()` of flow_conventions
+        if self.flow_conventions:
+            _dict['flowConventions'] = self.flow_conventions.to_dict()
+        # override the default output from pydantic by calling `to_dict()` of basket
+        if self.basket:
+            _dict['basket'] = self.basket.to_dict()
+        # override the default output from pydantic by calling `to_dict()` of convention_name
+        if self.convention_name:
+            _dict['conventionName'] = self.convention_name.to_dict()
+        # override the default output from pydantic by calling `to_dict()` of each item in additional_payments (list)
+        _items = []
+        if self.additional_payments:
+            for _item in self.additional_payments:
+                if _item:
+                    _items.append(_item.to_dict())
+            _dict['additionalPayments'] = _items
+        # puts key-value pairs in additional_properties in the top level
+        if self.additional_properties is not None:
+            for _key, _value in self.additional_properties.items():
+                _dict[_key] = _value
+
+        # set to None if additional_payments (nullable) is None
+        # and __fields_set__ contains the field
+        if self.additional_payments is None and "additional_payments" in self.__fields_set__:
+            _dict['additionalPayments'] = None
+
+        return _dict
+
+    @classmethod
+    def from_dict(cls, obj: dict) -> CdsIndex:
+        """Create an instance of CdsIndex from a dict"""
+        if obj is None:
+            return None
+
+        if not isinstance(obj, dict):
+            return CdsIndex.parse_obj(obj)
+
+        _obj = CdsIndex.parse_obj({
+            "instrument_type": obj.get("instrumentType"),
+            "start_date": obj.get("startDate"),
+            "maturity_date": obj.get("maturityDate"),
+            "flow_conventions": CdsFlowConventions.from_dict(obj.get("flowConventions")) if obj.get("flowConventions") is not None else None,
+            "coupon_rate": obj.get("couponRate"),
+            "identifiers": obj.get("identifiers"),
+            "basket": Basket.from_dict(obj.get("basket")) if obj.get("basket") is not None else None,
+            "convention_name": FlowConventionName.from_dict(obj.get("conventionName")) if obj.get("conventionName") is not None else None,
+            "notional": obj.get("notional"),
+            "additional_payments": [AdditionalPayment.from_dict(_item) for _item in obj.get("additionalPayments")] if obj.get("additionalPayments") is not None else None
+        })
+        # store additional fields in additional_properties
+        for _key in obj.keys():
+            if _key not in cls.__properties:
+                _obj.additional_properties[_key] = obj.get(_key)
+
+        return _obj